hedged_return: Hedged_return.
In veldanie/SuraInvestmentAnalytics: Investment Analytics
View source: R/hedged_return.R
hedged_return R Documentation
Hedged_return.
Description
Estimates hedged return.
Usage
hedged_return(hedge, ret, fx_ret, fwd_prem, exp_ret = 0)
Arguments
hedge
Hedged percentage.
ret
Return in foreign (domectic) currency.
fx_ret
Fx return.
fwd_prem
Forward premium.
exp_ret
Expected return over initial capital (1) over investment horizon.Given the difficulties to estimate the this value, it is assumed to be cero.
veldanie/SuraInvestmentAnalytics documentation built on Sept. 17, 2024, 6:49 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
View source: R/hedged_return.R
| hedged_return | R Documentation |
Hedged_return.
Description
Estimates hedged return.
Usage
hedged_return(hedge, ret, fx_ret, fwd_prem, exp_ret = 0)
Arguments
hedge |
Hedged percentage. |
ret |
Return in foreign (domectic) currency. |
fx_ret |
Fx return. |
fwd_prem |
Forward premium. |
exp_ret |
Expected return over initial capital (1) over investment horizon.Given the difficulties to estimate the this value, it is assumed to be cero. |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.